Äîêóìåíò âçÿò èç êýøà ïîèñêîâîé ìàøèíû. Àäðåñ îðèãèíàëüíîãî äîêóìåíòà : http://www.intsys.msu.ru/magazine/archive/v7(1-4)/medvedeva-127-148.pdf
Äàòà èçìåíåíèÿ: Mon Dec 22 00:32:00 2008
Äàòà èíäåêñèðîâàíèÿ: Tue Oct 2 00:15:15 2012
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tp t g q h qr ih p ye a te G vg

Iu ih G id D d fh id Ts I qp h re t âk I â Is h q h
f

od i p Ir i R re Ir Rh

I Fe rd I I Ir I I I Is I

Ij I q { Fu 4g d vd tz æh Ip is g h g ye D D tr q

G Ih c D gu D ih D

e Dp i %l k v| ih tp rd Iu Ip e %p I

y g h ts r D qg q i

qp h d t ih Ip tr q gu Dh y id og h {p p é

d

æ) ç ( '& %$ ä ä # "! è é äã ä á ä è é èç æå äã âá

zj , j = 1, ..., J

g fh Gx I fh id pe p id

r I ie p Fe 4g I

ih q t id p g Ie qp h q D ih Dj id t ie p p id wg I i ye I I a d q h p pe Ix a

te id tr u i i I G

i D h Fe ye D d t i t

Du {g iz Tr I te I Yh I g

{ r G I q D Yz I G a

e I re h I q

PC 54 52 R

q o Du p I D a q tp G

wd id e q h

x = (x1 , ..., xn )

y = (y1 , ..., yn )

I

qd

g

t t

fg ie g h p Ir p id ie

I i g ih d ih te td Dd G D e h ye I a d i id 5 I ye g p qp h 5 ye q I t p i I Ip

id G d q re r ie e j t s e

f (x, y) = -yT x

²(x) = E (f (x, y))

n

14 54 54
éd

2 (x) minxRn (x) minxRn (x) minxR

PC 54 52 R PC 54 V2

nd

I

ih q D tr tp i I i i é ye

h(z ) =



2

z 0

exp{-t2 }dt x
j

h y

= ²(x) + ( ) (x), ( ) = > 0.5
j =1

0, j = 1, . . . , n.

xj = 1,

-R,

(2 - 1), x f (x, y)


ih ä P YF $( 87 éè

gf e æd Qã c 0! E5 H 4 P EF C 7 0H ( äã âá

i G d v e e w p e I q te wp 0 i I d
Q PC 54 2

qp æ I " p d D p w D k c vg i

f

d h ér q I t Br d i g

I g I fh h



j y


f (x,y) (

=

(u= 2t) ~

1

(

0

2 2 - 1 =

(

)-²(x) 2 (x)

0

(

) - ²(x) =h 2 (x)

-1

(2 - 1),

-1

(2 - 1)}2 (1 - ))

-1

,

h(z ) =

2

z 0

exp{-t2 }dt

è9 54



= ²(x) + 1( ) (x), 1( ) = = ( 2 exp{h

i g D h

PC 54 V2

m

1 = 2

(

0

PC 54 V2

m

h

PC 54 V2

m

u (

PC 54 V2

Iz id t ie g h I t tr q i qu ch h y

m

PC 54 V2

m

=

)

1 p(u)du = ~ 2
)-²(x) (x)

(

-

exp{-

PC 54 V2

PC 54 V2

=

)

p(y)dy

f (x, y) = u

)-²(x) (x)

exp{-

u2 ~ }du = ~ 2

u2 ~ 1 }du + = ~ 2 2
)-²(x) 2 (x)

(u= 2t) ~

1 exp{-t2 }dt + , 2

exp{-t2 }dt,

> 0.5.

i z

te q h

fz Is q h g h m g ih Ip qg e 4p id t ie p ye i p id I qp h id g G Fe G e Iz id t ie g h I t tr q i qu ch m
PC 54 52 R Q

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m

4
Q


#

t

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n

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f

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m



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=

1 1-

PC 54 V2

m

=

1 1-

PC 54 V2

m

²(x) = (1 - )

PC 54 V2

=

m

(

=

=

(t= 2z )

(k =z 2 )

(u=²(x)+ (x)t,

)=²(x)+ (x))

2 (x) exp{-z }dz + z exp{-z 2 }dz = (1 - ) z z 2 2 ²(x) 2 (x) (1 - ) + exp{-k }dk = (1 - ) 2 (1 - ) k 2 2 2 = ²(x) + ( 2 (1 - ) exp{ })-1 (x) = 2 -1 = ( 2 exp{h (2 - 1)}2 (1 - ))-1 (x) + ²(x).

1 (1 - )

u (

u (

(u - ²(x))2 1 exp{- u }du = 2 2 (x) 2 (x) ) 1 t2 (²(x) + (x)t) exp{- }dt = 2 2 (1 - ) t

z

2

)

²(x) = -R.

qe c id q gz gz gh F t

qy ih t D p t Dd ie g fh i p 5 h Gx Fe d I a I q ih Ij a I q ih Ij 54 h g
14 54
éd

h ( D Fl w d q t ie p ye re vr Ds 54 54 @ gz r D æh

54

v id d I I @ %l i

Iy iz ( v I I gz t g

ye id I I æe Fj t I Dp y I Dp y I I G

4 I p I G fz Is G e G e a I Tr Is

d q h i h I v q h d q ih Ij we i I

g h q t ~d } %z â q} Iu I G e ag t d i gu ih tp Iu tp d D D ae %} Yh a I p q t id i D rd Du d a R Is I q h g h Is p t d q i Iu q D t id æp e i te G e p ts d D id g qe t d p qe a h re Ir t Ir D {k I Dj qe p pe ix I tp % Dh cr d I Fj Iz id i F t qr ih j gh R åä ãâ ç ä ç âã D gh R åä ãâ æ ç âã D I G e Dp y (d R åä ãâ á ç âã D qg ih qp ih 4g te v s s D y d o I Dj qe p pe x Iz id t ie g h G re r d g
-R + 1( ) (x) min 2 (x) minxRn -R + ( ) (x) min
á
2

Gx Iu gm p Gm 4 gz t gz Y t

up(u)du = ~

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xR

xR





n




#

h y



e 54 f te I I q h pe "x id " w 5d
"

2 (x)z ) exp{-z 2 }dz =


äf

e
Q

ã

`f

PC 54 52 R PC 54 52 R

PC 54 V2 PC 54 V2

ih Dj qe p pe {x o I i D d qr i iz ie g ih qp ih j d d qr 4 Ir Fz 54 e Dj qe p pe {x te G "e q| ih "p e " i G d æ wd y d h I I G re r id Ip a e Dp y id Ip ng wd y id I qu ih I i I I I F gu h V t d tr q g ih qp t id og te F i tr q D y d T q ih qj D id g I I G pe Ix a i I I a Iz id G pe Gx Fe q 4 d t s fs ch m m Iz id I q h tr q q m m h z th æh v| ts or u id I G we i I g d fz as e Dp y id Ip g t ce l t q t id i D rd Du d f I t r id p wd y id I G qe p pe vx i I ie g fh I p id "g vu Is t ie p ye i t I g fd D h F
= -R + 1.64485 = 0.051091267, = -R + 1.28155 = 0.039585806. = 0.064325084, = 0.054579225.
PC 54 2 PC 54 52 SR

I Dj qe p pe fx u id I id I G pe Ix a i t I g d qu æh %l i g h g f ih I q æh q| ih "p d D k á ie g fh m I p id ig vu Is t ie p ye i t I g vd qe y @d @ h te q t id i D rd Du d " G ye D h Ds ih tp v te q ih r d Ir t I G e gu ih tp { i I o qu h q t id i D rd Du d o Iu I G e I Gp re r d n I I I p m G ye qx ih qp ih j ~e Yz qu h q t id i D rd Du d o Fu I i g ih qp ä p d I q h r qx ih qp ih wj i I Dj e D x td %s
éè çæ å

m = .001248838; 0.0 (0 0.001377956 V = 0.000967002 0.001048420

m

00168551; 0.001523505) 0.000967002 0.001048420 0.001204755 0.000810129 0.000810129 0.001165746 R = 0.001

f

0.95 0.90

0.95 0.90

x = (0; 0.386364; 0.613636) 2 (x ) = ( )2 = 0.001002945

F (x, ) = (1 - ) + J x
j

²(x) = -mT x

xT V x min

j =1

3

-1

0, j = 1, 2, 3.

xj = 1,

j =1 J

T (-yj x - )+ xR
3

-R,

xR3 , R

min .

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d

h tr td d
#

qe y @d
@

d t id g Gu fe d

V

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4



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m m m m

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âe

l d q h %l i i q pe tp

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g w id i g i g h tu Gr pe d q e

e p ie p D qx ih ih c %l q| ih ip G e d d i z q Ih i Fr c Dj qe p pe vx Is p d F gz Fz z ts h i g h I Ip g h D p i g R Fz a e tp q i q h g h Ir q ch w d d I
Q

g T I re r id Fh a e q h G I p td d q 4r vu e Gp e fg I ye I G e
@#

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g h G te tp i h g e np

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A 1
3 2

t ce u id I % Fm p id h i c I I Ij tu as e q h e I I á 76
'

pm Fe wd y Fm q h Yh I Dj

z id I g h qe p

#

f
-1 j =1

D d V t wd Gx e p ts qg e p wd y id t ie p t te q t id t d F vg ih q ( te q h i id wg q h t tr q D æh l 54 @ gz 54 @ gz t 54 B h u I I q ih Ij I G e Dp y
éd

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J

0 54

z

j

T -yj x - , z zj , j = 1, ..., J

(1 - ) + J

j

0,

j = 1, ..., J,

q h re vr Ds Gx Fe q D e qp h t wd y id a t te q g ih Ip qg e pp z h tr pe x u d D k I I q æh tz Rh
R
3

I I q ih q tp p t id 5g Fr q G q id Ip q| p I Ds I q Dh h t i ih Is I æe d F e tp i q h D
zj R
3

Yh h t â ih qp

Gp e r q Ih i %g r h v ih vg Rh Is

o t D f G e p Fx e h tr q D

k I d ye I q

% I q d q Dp

I h g h z I e i é

p(y) =

p(y)

yj , j = 1, .., J

1 exp{- (V 2 (2 ) |V |

N (m, V )

xR3 ,zRJ ,R

V

-1

-1

min

u, u)}.

= AT A

ts G h "e Rh qx ih % j D h d I q

d q i q h G d
3

á

(p p e g d V I I

z = Au



G æg á 6 çæ i { qe D q Ip id Ip wd I ih i Fh ãâ q G e v Is h Ip h d q vu p Is i D t Is Ip id h i id
e â4 E B HG E B 4 éB

id Dp y Rh i g I p p e I

q h a I tp

h æg I p t g h t ce G

q h a d g p fd ye

y e g p i 4k ih l d

id h g I fd I qg t te I

d qu e ih h i p e g id vg i

I h I Tg qg r x h np tu g i I

Is

i ce Is vh t I vj

ie

ih h qu l id I t p q I ts r

g h Ip e q
14

Ip i g ih I Gp y id gh

Ip

z1 , z 2 , z

= 0.90 x = (0.002726; 0.385811; 0.611463) 0.90 = 0.041819 0.90 = 0.054753 = 0.95 x = (0; 0.386364; 0.613636) 0.95 = 0.049940 0.95 = 0.064857
PC 54 52 R PC 54 V2

t ~

qu gm q e æp

3

y u = y - m, z = Au z z1 , z2 , z

y = m+A

-1

z

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tu Is I Ij i p e o u d F q D h qe Gy qe G id qg e Tp as n I q h t d Gy ye F ns tu Is I q ih æ ie g fh I p id ig I i D rd pu e { I I q h Yh I I p Dd h 5 u d q D ih Ij q D qe F 4 "r d D "k te q D ih j 4 id " w d o pm e D x d (r th id I id q D i a t d n q h ye i D tx Br t d D nk I p F æe G qe D id Ip vg Ge gz i æ e qp h F i v we t id Ip qg ih q ih R id (g I i Fm Ij I p d t {r e Gy ye F s tu Is I q ih Fe I g I id @g tz æh v| ts or QQ fh Is t I q h p re Ir t Ir D k wd y id t pm e 4 qe D rd Iu D id æg re ir æ d I ij vz t d " fd D d vr ts r te G qe g h n
PC 54 52 R éè çæ å

Ip G rd id (W ie p id

Is I G g c r vz D äã ä I id Ip pe Gx Fe q è b ye i t I " w d

iz te q D 4h @d @ h " (r æh ql oh I z e 4 vz i t q I g G Fe (d th ih I q h q ch w d I g ih Ip %g ih id I vj s ts td h I v Is d t s ns ch B G fe æè âá Q g d I I q h vz t wd Gx e p ts Vd i I G
PC 54 2

x1 , ..., xn S

n

I q h i I tm Is Ip Fm I tp te q t 76


I =S+P =S+

i=1

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ih tp è@ Yh pe æx D D

r Iu e ih d q

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ih I q I G æe " d g as

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c t i i g R

d d tr I q D h i qe I Ij

G q D D F i p

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i u wd ( ye

r wd F
i

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vh g fh I p id Fz qe F t d o I I G e I G e I t Yz I
S

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t p ye D re Ir y Iu fd h G pe vx D h
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ie h m d Ip t q

i I I e Ir I

I d G D h G d 4g ( I
i

g ye ce id q ih e

v fs p qp g Yz G vz g I ie fh I p id z i g h r
xi = c
i

te ih i g I Ij

s ih j i g

e q e t wd g fh
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qy cd æ q ih p ~e

I

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t tp D I g t
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, i = 1, ..., n

G re I G Ye u d m Ip qg h e g I
,

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ch I h G I q id Dp Gy

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I Bs q id I

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i I j i G id g t 76 D h I %j t 76 gh r id t q D h Dr Ix id t Gr e "p id fd h e j i g D æh | pm e c ær te q I Fg vz t id p d q D h Ir I q h re Ir i Gr e G e q c id I vj s ts d ih I q æh | id t 19 76

new

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c

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x xj

j

x xi

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m

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sell(m)

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(q

new i

buy (n-m)

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new

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q
sell(m)

new i

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q

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qi bidi + (1 + c)
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qi aski = f (m)

+P

new

((1 - c)
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x

new i

bid

i

sell(m)

c

+ (1 + c)
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x

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rr =I

S

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r +I

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76

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x

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16 76

+(1-c)

x
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new i

bidi P ci

+(1+c)
buy (n-m)

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new i

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4 76

äd

h

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sell(m)

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x

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